Legend of Grimrock

I'm trying to get Legend of Grimrock to load for me so I can play it. When I do so the window pops up with a "Preparing to load Legend of Grimrock" message and then that window vanishes.

Checked task manager, no process opened for it. First time running it and it hasn't gone to first time setup yet.

I did validate game cache, was fine. Exited steam and reopened, still no go. Tried another game to make sure it wasn't my client and that game loaded fine. Only this game isn't loading. Also tried restarting computer, and the same thing happened.